Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-16 0.291827 0.318270 0.346880 0.380282 0.418395 0.460751 0.511692
2025-03-23 0.259367 0.293492 0.332426 0.380578 0.439157 0.508943 0.599653
2025-03-30 0.235398 0.273920 0.319698 0.378960 0.454933 0.550926 0.684553
2025-04-06 0.215764 0.256802 0.307223 0.375034 0.465968 0.587003 0.766428
2025-04-13 0.195447 0.236659 0.288610 0.360604 0.460694 0.599748 0.817199
2025-04-20 0.184444 0.227208 0.282524 0.361572 0.475685 0.641655 0.916948
2025-04-27 0.174671 0.218430 0.276339 0.361397 0.488488 0.681428 1.020186
2025-05-04 0.165989 0.210363 0.270293 0.360543 0.499743 0.719786 1.128103
2025-05-11 0.159219 0.204350 0.266497 0.362368 0.514925 0.766066 1.259523
2025-05-18 0.149533 0.193635 0.255204 0.351837 0.509130 0.775958 1.323533
2025-05-25 0.140173 0.182846 0.243098 0.339029 0.498184 0.775169 1.365543
2025-06-01 0.135057 0.177822 0.239088 0.338460 0.507482 0.811820 1.494817
2025-06-08 0.132622 0.176676 0.240959 0.347730 0.535311 0.888651 1.739652
2025-06-15 0.129077 0.173672 0.239772 0.351831 0.554370 0.951628 1.973309
2025-06-22 0.125085 0.169769 0.236915 0.352834 0.567766 1.005256 2.202699
2025-06-29 0.120733 0.165089 0.232535 0.350829 0.575152 1.047216 2.416036
2025-07-06 0.114506 0.157259 0.222722 0.338617 0.561360 1.039644 2.477043
2025-07-13 0.111580 0.154391 0.220732 0.340098 0.574961 1.097621 2.774179
2025-07-20 0.108596 0.151287 0.218170 0.340317 0.585961 1.151455 3.085177
2025-07-27 0.105657 0.148120 0.215323 0.339771 0.595262 1.202876 3.416796
2025-08-03 0.103345 0.145843 0.213825 0.341603 0.609841 1.271002 3.860681
2025-08-10 0.099102 0.140304 0.206560 0.332000 0.598241 1.266325 3.982336
2025-08-17 0.094702 0.134376 0.198404 0.320246 0.580852 1.243131 4.008623